+173.2%
LRCX vs AS
+137.8%
+35.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.2% |
| 7D | -3.6% | +4.5% | -8.1% | -5.0% |
| 30D | -30.3% | +13.2% | -43.5% | -33.3% |
| 3M | -27.3% | -11.9% | -15.4% | -24.4% |
| 6M | -24.2% | -11.6% | -12.7% | -21.8% |
| YTD | +30.3% | -14.7% | +45.0% | +35.8% |
| 1Y | +34.3% | +5.7% | +28.6% | +30.3% |
| All | +173.2% | +137.8% | +35.5% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling